Member-only story
Data Science: Computation of Eigenvectors — Deflation Method.
4 min readApr 22, 2023
This story is part of my Data Science series.
In our previous story (see here), we have looked at a procedure to compute the in absolute terms highest eigenvalue of a finite dimensional endomorphism — a (n,n)-matrix. For applications like the principle component analysis we need all eigenvalues, or at least a large part, to make satisfying conclusions.
This story is devoted to look at some relatively easy approach that is applicable for symmetric matrices with distinct eigenvalues. But let me note, this is by far not the best-known technique - there exists many more. The entire area of eigenvalue solvers is an ongoing subject of sophisticated research!
